ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 715.2 720.5 5.3 0.7% 725.3
High 726.0 739.0 13.0 1.8% 749.4
Low 708.9 720.5 11.6 1.6% 708.9
Close 718.1 739.2 21.1 2.9% 739.2
Range 17.1 18.5 1.4 8.2% 40.5
ATR 15.0 15.4 0.4 2.8% 0.0
Volume 325 325 0 0.0% 1,153
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 788.5 782.3 749.5
R3 770.0 763.8 744.3
R2 751.5 751.5 742.5
R1 745.3 745.3 741.0 748.3
PP 733.0 733.0 733.0 734.5
S1 726.8 726.8 737.5 729.8
S2 714.5 714.5 735.8
S3 696.0 708.3 734.0
S4 677.5 689.8 729.0
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 854.0 837.0 761.5
R3 813.5 796.5 750.3
R2 773.0 773.0 746.5
R1 756.0 756.0 743.0 764.5
PP 732.5 732.5 732.5 736.8
S1 715.5 715.5 735.5 724.0
S2 692.0 692.0 731.8
S3 651.5 675.0 728.0
S4 611.0 634.5 717.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 749.4 708.9 40.5 5.5% 8.3 1.1% 75% False False 230
10 749.4 704.5 44.9 6.1% 9.3 1.3% 77% False False 122
20 765.1 689.3 75.8 10.3% 8.0 1.1% 66% False False 65
40 765.1 599.4 165.7 22.4% 4.5 0.6% 84% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 817.5
2.618 787.5
1.618 769.0
1.000 757.5
0.618 750.5
HIGH 739.0
0.618 732.0
0.500 729.8
0.382 727.5
LOW 720.5
0.618 709.0
1.000 702.0
1.618 690.5
2.618 672.0
4.250 642.0
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 736.0 734.0
PP 733.0 729.0
S1 729.8 724.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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